EEM vs FLTW: returns, Sharpe ratio and drawdown

Over the past year, FLTW returned +65.79% against +14.44% for EEM. Over five years, FLTW averaged +18.53% a year, compared with +4.33% for EEM. FLTW had the higher Sharpe ratio over the past year (1.59 vs 0.49), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.24% for EEM and -21.48% for FLTW.